GAMS — The Solver Manuals - Available Software

XPRESS 573
3.4 Newton-Barrier Options
The barrier method is invoked by using one of the options
algorithm barrier
defaultalg 4
The barrier method is likely to use more memory than the simplex method. No warm start is done, so if an
advanced basis exists, you may not wish to use the barrier solver.
The following options set XPRESS library control variables, and can be used to fine-tune the XPRESS barrier
solver.
Option Description Default
bariterlimit Maximum number of barrier iterations 200
crossover Determines whether the barrier method will cross over to the simplex method
when at optimal solution has been found, in order to provide an end basis.
0: No crossover.
1: Crossover to a basic solution.
1
4 Helpful Hints
The comments below should help both novice and experienced GAMS users to better understand and make use
of GAMS/XPRESS.
• Infeasible and unbounded models The fact that a model is infeasible/unbounded can be detected at two
stages: during the presolve and during the simplex or barrier algorithm. In the first case we cannot recover
a solution, nor is any information regarding the infeasible/unbounded constraint or variable provided (at
least in a way that can be returned to GAMS). In such a situation, the GAMS link will automatically rerun
the model using primal simplex with presolve turned off (this can be avoided by setting the rerun option
to 0). It is possible (but very unlikely) that the simplex method will solve a model to optimality while the
presolve claims the model is infeasible/unbounded (due to feasibility tolerances in the simplex and barrier
algorithms).
• The barrier method does not make use of iterlim. Use bariterlim in an options file instead. The number
of barrier iterations is echoed to the log and listing file. If the barrier iteration limit is reached during the
barrier algorithm, XPRESS continues with a simplex algorithm, which will obey the iterlim setting.
• Semi-integer variables are not implemented in the link, nor are they supported by XPRESS; if present, they
trigger an error message.